PREVIEW / futures_30min / 2021-11-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-22.parquet
  size:    108 KB
  rows:    3,765

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-11-22 00:00:00	ES	Futures	5312.93	5313.21	5311.24	5312.37	2013.0
2021-11-22 00:30:00	ES	Futures	5312.08	5313.78	5311.24	5313.78	1262.0
2021-11-22 01:00:00	ES	Futures	5313.5	5316.03	5311.8	5315.75	2261.0
2021-11-22 01:30:00	ES	Futures	5316.03	5316.32	5312.37	5313.5	1471.0
2021-11-22 02:00:00	ES	Futures	5313.5	5316.6	5311.8	5315.19	2838.0
2021-11-22 02:30:00	ES	Futures	5314.91	5316.88	5314.06	5314.06	2591.0
2021-11-22 03:00:00	ES	Futures	5313.78	5318.57	5312.93	5315.47	8116.0
2021-11-22 03:30:00	ES	Futures	5315.75	5317.45	5314.06	5315.75	4593.0
2021-11-22 04:00:00	ES	Futures	5315.75	5319.14	5314.62	5318.86	5355.0
2021-11-22 04:30:00	ES	Futures	5319.14	5319.14	5314.62	5316.6	4752.0
2021-11-22 05:00:00	ES	Futures	5316.88	5320.55	5316.88	5318.01	5430.0
2021-11-22 05:30:00	ES	Futures	5318.01	5318.57	5315.75	5317.16	4098.0
2021-11-22 06:00:00	ES	Futures	5317.16	5321.11	5316.88	5319.42	4784.0
2021-11-22 06:30:00	ES	Futures	5319.42	5324.5	5314.06	5314.91	12409.0
2021-11-22 07:00:00	ES	Futures	5314.62	5318.29	5311.8	5313.21	11248.0
2021-11-22 07:30:00	ES	Futures	5312.93	5316.03	5312.65	5313.78	8847.0
2021-11-22 08:00:00	ES	Futures	5314.06	5314.34	5308.13	5311.24	14426.0
2021-11-22 08:30:00	ES	Futures	5311.24	5318.29	5310.96	5316.88	14921.0
2021-11-22 09:00:00	ES	Futures	5316.88	5323.65	5315.19	5319.7	52126.0
2021-11-22 09:30:00	ES	Futures	5319.7	5342.85	5319.14	5341.43	187610.0
2021-11-22 10:00:00	ES	Futures	5341.72	5351.31	5341.43	5347.64	137416.0
2021-11-22 10:30:00	ES	Futures	5347.64	5350.75	5341.43	5342.85	68794.0
2021-11-22 11:00:00	ES	Futures	5342.85	5343.97	5334.38	5336.07	83085.0
2021-11-22 11:30:00	ES	Futures	5336.07	5339.18	5302.77	5312.08	162909.0
2021-11-22 12:00:00	ES	Futures	5312.08	5319.14	5307.0	5314.34	120262.0
2021-11-22 12:30:00	ES	Futures	5314.34	5324.5	5313.21	5318.86	71697.0
2021-11-22 13:00:00	ES	Futures	5318.86	5323.94	5314.62	5322.24	45892.0
2021-11-22 13:30:00	ES	Futures	5322.24	5324.5	5318.29	5319.14	38642.0
2021-11-22 14:00:00	ES	Futures	5319.42	5325.63	5317.73	5322.81	45093.0
2021-11-22 14:30:00	ES	Futures	5322.81	5332.4	5321.96	5331.27	47972.0
2021-11-22 15:00:00	ES	Futures	5331.27	5338.33	5325.91	5326.19	71958.0
2021-11-22 15:30:00	ES	Futures	5326.19	5326.76	5280.76	5283.02	245958.0
2021-11-22 16:00:00	ES	Futures	5283.02	5287.25	5276.53	5283.3	80759.0
2021-11-22 16:30:00	ES	Futures	5283.58	5287.81	5279.63	5287.53	9977.0
2021-11-22 18:00:00	ES	Futures	5289.79	5291.76	5287.81	5290.07	5895.0
2021-11-22 18:30:00	ES	Futures	5290.07	5290.64	5287.25	5288.94	2018.0
2021-11-22 19:00:00	ES	Futures	5288.94	5293.18	5285.56	5292.61	6262.0
2021-11-22 19:30:00	ES	Futures	5292.89	5292.89	5288.94	5290.07	2327.0
2021-11-22 20:00:00	ES	Futures	5290.07	5291.48	5284.14	5285.56	4746.0
2021-11-22 20:30:00	ES	Futures	5285.56	5288.94	5283.02	5284.99	6458.0
2021-11-22 21:00:00	ES	Futures	5284.99	5285.27	5277.09	5278.22	5534.0
2021-11-22 21:30:00	ES	Futures	5278.22	5281.89	5273.42	5281.04	6444.0
2021-11-22 22:00:00	ES	Futures	5281.32	5284.43	5281.04	5283.02	3979.0
2021-11-22 22:30:00	ES	Futures	5282.73	5283.02	5279.63	5281.04	2682.0
2021-11-22 23:00:00	ES	Futures	5281.32	5284.43	5281.32	5281.89	1781.0
2021-11-22 23:30:00	ES	Futures	5281.89	5285.27	5281.04	5284.71	1760.0
2021-11-22 00:00:00	NQ	Futures	19257.19	19260.38	19251.1	19258.35	1212.0
2021-11-22 00:30:00	NQ	Futures	19258.93	19267.62	19255.45	19266.75	1022.0
2021-11-22 01:00:00	NQ	Futures	19266.46	19271.39	19259.22	19270.52	678.0
2021-11-22 01:30:00	NQ	Futures	19270.23	19271.97	19258.06	19262.99	723.0

> showing 50 of 3,765 rows — these rows as CSV

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